-39.9%
LUMN vs BNS
+94.7%
-134.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.9% |
| 30D | +10.3% | +3.5% | +6.9% | +6.4% |
| 3M | -18.3% | +14.1% | -32.3% | -29.4% |
| 6M | +4.4% | +33.8% | -29.4% | -23.8% |
| YTD | -10.7% | +29.5% | -40.1% | -32.7% |
| 1Y | +14.0% | +48.4% | -34.4% | -26.0% |
| 3Y | +406.6% | +129.6% | +277.0% | +103.7% |
| All | -39.9% | +94.7% | -134.6% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling